+124.9%
WBD vs AA
+55.5%
+69.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +1.3% |
| 7D | -0.6% | -5.4% | +4.8% | -0.3% |
| 30D | +4.2% | -10.7% | +14.9% | +4.9% |
| 3M | +7.5% | -26.2% | +33.7% | +9.6% |
| 6M | +1.6% | -20.9% | +22.5% | +3.1% |
| YTD | -2.2% | -8.6% | +6.5% | -1.7% |
| 1Y | +124.9% | +57.4% | +67.5% | +91.6% |
| All | +124.9% | +55.5% | +69.3% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling